Related papers: Learning Maximum-A-Posteriori Perturbation Models …
Genomic studies face a vast hypothesis space, while interventions such as gene perturbations remain costly and time-consuming. To accelerate such experiments, gene perturbation models predict the transcriptional outcome of interventions.…
We study the fundamental problem of learning the parameters of a high-dimensional Gaussian in the presence of noise -- where an $\varepsilon$-fraction of our samples were chosen by an adversary. We give robust estimators that achieve…
We study the multiplicative hazards model with intermittently observed longitudinal covariates and time-varying coefficients. For such models, the existing ad hoc approach, such as the last value carried forward, is biased. We propose a…
We analyze the Basis Pursuit recovery of signals with general perturbations. Previous studies have only considered partially perturbed observations Ax + e. Here, x is a signal which we wish to recover, A is a full-rank matrix with more…
Reduced order models are computationally inexpensive approximations that capture the important dynamical characteristics of large, high-fidelity computer models of physical systems. This paper applies machine learning techniques to improve…
We consider the inverse problem of estimating an unknown function $u$ from noisy measurements $y$ of a known, possibly nonlinear, map $\mathcal{G}$ applied to $u$. We adopt a Bayesian approach to the problem and work in a setting where the…
Bayesian inference on structured models typically relies on the ability to infer posterior distributions of underlying hidden variables. However, inference in implicit models or complex posterior distributions is hard. A popular tool for…
In this paper, a fixed-time disturbance observerbased model predictive control algorithm is proposed for trajectory tracking of quadrotor in the presence of disturbances. First, a novel multivariable fixed-time disturbance observer is…
We present a new method for forecasting systems of multiple interrelated time series. The method learns the forecast models together with discovering leading indicators from within the system that serve as good predictors improving the…
In this paper we propose a stochastic model predictive control (MPC) algorithm for linear discrete-time systems affected by possibly unbounded additive disturbances and subject to probabilistic constraints. Constraints are treated in…
This paper deals with the problem of parameter estimation based on certain eigenspaces of the empirical covariance matrix of an observed multidimensional time series, in the case where the time series dimension and the observation window…
We consider log-supermodular models on binary variables, which are probabilistic models with negative log-densities which are submodular. These models provide probabilistic interpretations of common combinatorial optimization tasks such as…
The discovery of structure from time series data is a key problem in fields of study working with complex systems. Most identifiability results and learning algorithms assume the underlying dynamics to be discrete in time. Comparatively…
We consider the problem of reconstructing the dynamic state matrix of transmission power grids from time-stamped PMU measurements in the regime of ambient fluctuations. Using a maximum likelihood based approach, we construct a family of…
We propose a novel targeted exploration strategy designed specifically for uncertain linear time-invariant systems with energy-bounded disturbances, i.e., without any assumptions on the distribution of the disturbances. We use classical…
In this paper, we present a robust and adaptive model predictive control (MPC) framework for uncertain nonlinear systems affected by bounded disturbances and unmodeled nonlinearities. We use Gaussian Processes (GPs) to learn the uncertain…
This paper presents an efficient algorithm for robust network reconstruction of Linear Time-Invariant (LTI) systems in the presence of noise, estimation errors and unmodelled nonlinearities. The method here builds on previous work on robust…
Predicting chaotic dynamical systems is critical in many scientific fields, such as weather forecasting, but challenging due to the characteristic sensitive dependence on initial conditions. Traditional modeling approaches require extensive…
Learned image reconstruction techniques using deep neural networks have recently gained popularity, and have delivered promising empirical results. However, most approaches focus on one single recovery for each observation, and thus neglect…
Many Bayesian statistical inference problems come down to computing a maximum a-posteriori (MAP) assignment of latent variables. Yet, standard methods for estimating the MAP assignment do not have a finite time guarantee that the algorithm…